主题：金融投资讨论
问题：量化交易领域有哪些经典学术论文？
回答：传送门一、收集的quant文献 链接: 百度云 请输入提取密码 密码: ft5w 二、现代金融学最经典的十几篇基石性文献 链接: 百度云 请输入提取密码 密码: eajh -- 20150811 经典文献 Anomalies- The Equity Premium Puzzle-Siegel&Thaler,JEP1997(股权溢价之谜).pdfCapital Asset Prices- A Theory of Market Equilibrium under Conditions of Risk-Sharpe,JF1964(CAPM).pdfCommon risk factors in the returns on stocks and bonds-Fama&French,JFE1993(三因子模型).pdfEfficient Capital Markets- A Review of Theory and Empirical Work-Fama,JF1970(有效市场假设EMH).pdfEquilibrium in a Capital Asset Market-Mossin,Econometrica1966(CAPM).pdfExistence of an Equilibrium for a Competitive Economy-Arrow&Debreu,Econometrica1954(Arrow-Debreu均衡).pdfMarket efficiency, long-term returns, and behavioral finance-Fama,JFE1998(EMH).pdfMultifactor Explanations of Asset Pricing Anomalies-Fama&French,JF1996(三因子模型).pdfPortfolio Selection-Markowitz,JF1952(均值-方差模型).pdfProof that properly anticipated prices fluctuate randomly-Samuelson,Industrial Management Review1965(EMH).pdfSecurity Prices, Risk, and Maximal Gains From Diversification-Lintner,JF1965(CAPM).pdfThe Arbitrage Theory of Capital Asset Pricing-Ross,JET1976(APT).pdfThe Cost of Capital, Corporation Finance and the Theory of Investment-Modigliani&Miller,AER1958(MM定理).pdfThe Pricing of Options and Corporate Liabilities-Black&Scholes,JPE1973(B-S模型).pdfTheory of Rational Option Pricing-Merton,Bell JEMS1973(B-S模型拓展).pdf-- 第一次答案忘记哪里收集到了， 贴出来，一起辨识下：[ABN-AMRO] A Breathrough in Synthetic Credit Investments.pdf[Adelson & Jacob Consulting] The Need to See Past the Data.pdf[Advances in Futures and Options Research, Barone-Adesi] On the Valuation of American Put Options on Dividend-Paying Stocks.pdf[Agder University College, Koekebakker] Electricity Term Structure Modelling.pdf[Aite Group] Trends in OTC Equity Derivatives - Where do we go from here.pdf[Amen] Introduction To Foreign Exchange.ppt[Andrew Davidson & Co] An Implied Prepayment Model for MBS.pdf[Andrew Davidson & Co] Divide and Conquer - Exploring New OAS Horizons.pdf[Andrew Davidson & Co] Fixed-Rate Agency MBS Prepayments and Model Enhancements.pdf[Andrew Davidson & Co] Interest Rate Modeling - A Conscientious Choice.pdf[Andrew Davidson & Co] LOANDYNAMICS - AD&CO's Approach to Modeling Credit Risk.pdf[Andrew Davidson & Co] The Relationship Between the Yield Curve and Mortgage Current Coupon.pdf[Applied Mathematical Finance, Chung] Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy.pdf[Applied Mathematical Finance, Hagan] Interpolation Methods for Curve Construction.pdf[Applied Mathematical Finance, West] Calibration of the SABR Model in Illiquid Markets.pdf[Applied Spectroscopy, Lodder] Quantile Analysis - A Method for Characterizing Data Distributions.pdf[ASX Australian Exchange] A Guide to the Pricing Conventions of SFE Interest Rate Products.pdf[AVT] Initial Estimating and Refining Volatility.pdf[AXA Investment] Why the Implied Correlation of Dispersion Has to be Higher Than the Correlation Swap Strike.pdf[Bae] Managing Global Financial Risk Using Currency Futures and Currency Options.pdf[Bank of America, Andersen] Efficient Simulation of the Heston Stochastic Volatility Model.pdf[Bank of America-Merrill Lynch] The Big Bang - A Guide to the Standardized CDS Contract.pdf[Bank of America] An Introduction to Agency MBS Derivatives.pdf[Bank of America] Credit Strategy - Monolines - A Potential CDS Settlement Disaster.pdf[Bank of America] Fixed-Rate IO Mortgages.pdf[Bank of America] Guide to Credit Default Swaptions.pdf[Bank of America] Hybrid ARM MBS - Valuation and Risk Measures.pdf[Bank of America] Introduction to Agency CMO Structures.pdf[Bank of America] Introduction to Cross Currency Swaps.pdf[Bank of America] Option Prices Imply a Dividend Yield - Examining Recent Trading in JPM.pdf[Bank of America] Outlook for the RMBS Market in 2007.pdf[Bank of America] Prepayments on Agency Hybrid ARM MBS.pdf[Bank of America] Pricing Mortgage-back Securities.pdf[Bank of America] Residential Mortgages - Prepayments and Prepayment Modeling.pdf[Bank of America] The Agency ARM MBS Sector.pdf[Bank of America] Trust IO-PO Market.pdf[Bank of America] Understanding Mortgage Dollar Rolls.pdf[Bank of Canada, Bolder] Yield Curve Modelling at the Bank of Canada.pdf[Bank of Canada, Ron] A Practical Guide to Swap Curve Construction.pdf[Barclays] BESA South Africa Government Inflation-linked Bond Index Guide.pdf[Barclays] CDS Curve Trading Handbook 2008.pdf[Barclays] Convertible Bonds - A Technical Introduction.pdf[Barclays] Correlation Modelling - From Vanilla to Exotic.pdf[Barclays] Dividend Swap Indices - Access to Equity Income Streams Made Easy.pdf[Barclays] European Alpha Anticipator - Decoding the Fed and Monolines.pdf[Barclays] Forward Starting Equity.pdf[Barclays] Global Inflation-Linked Products - A User's Guide.pdf[Barclays] Inflation Derivatives - A User's Guide.pdf[Barclays] The Barclays Capital Guide to Cash Flow Collaterialized Debt Obligations .pdf[Barra] Global Equity - Risk Model Handbook.pdf[Barra] Single Country Equity - Risk Model Handbook.pdf[Bear Stearns] Across the Curve in Rates and Structured Products and Across the Grade in Credit Products Outlook 2007.pdf[Bear Stearns] Bear Stearns Quick Guide to Non-Agency Mortgage-Back Securities.pdf[Bear Stearns] Introduction to Asset-Backed CDS.pdf[Bear Stearns] RMBS Residuals - A Primer.pdf[Bear Stearns] S&P 500 Index Variance - Buying Earnings Volatility.pdf[Bear Stearns] The Outlook for Fixed Income 2007.pdf[Bear Stearns] Understanding CMO Toggle Floaters.pdf[Bear Stearns] Variance Swaps - An Introduction.pdf[Benth] Analytical Approximation for the Price Dynamics of Spark Spread Options.pdf[Bloomberg Magazine, Berger] Modeling Future Interest Rates - Taming the Unknownable.pdf[Bloomberg Magazine, Carr] The Innovator.pdf[Bloomberg Magazine, Carr] The Value of Volatiliity.pdf[Bloomberg, Baver] Variance Gamma Option Model.pdf[Bloomberg, Berger] Modeling Interest Rates - Fundamental Issues.pdf[Bloomberg, Berger] Stochastic Interest Rates - A Crucial Correlation.pdf[Bloomberg, Carr] Hedging Variance Options on Continuous Semimartingales.pdf[Bloomberg, Dupire] Modelling Volatility Skews.ppt[Bloomberg, Konikov] Basket Default Swaps.pdf[Bloomberg, Stein] FX Market Behavior and Valuation.pdf[Bloomberg, Stein] Mortgage Backed Valuation.pdf[Bloomberg, Stein] Valuation of Exotic Interest Rate Derivatives - Bermudans and Range Accruals.pdf[Bloomberg, Yekutieli] Implementation of the Hestom Model for the Pricing of FX Options.pdf[Bloomberg] Credit Default Swaps.pdf[BNP Paribas, Atlan] Hybrid Equity-Credit Modelling.pdf[BNP Paribas] Conditions et tarifs - Produits et services pour les particuliers.pdf[BNP Paribas] Corridor Variance Swaps - A Cheaper Way to Buy Volatility.pdf[BNP Paribas] DivDax. Trade 2009-2010 dividend swap.pdf[BNP Paribas] European Volatility Tracker - Feb 2006.pdf[BNP Paribas] Guide to Structured Products.pdf[BNP Paribas] Index Variance Arbitrage.pdf[BNP Paribas] Inflation Linked Bond Markets - 2009 Real Rate & Curve Modeling.pdf[BNP Paribas] Quantitative Option Strategy.pdf[BNP Paribas] Smile Trading.pdf[BNP Paribas] Structured Retail Products.pdf[BNP Paribas] The Bermuda Triangle of Super Senior Risk.pdf[BNP Paribas] The High Yield Handbook, Part 1.pdf[BNP Paribas] The High Yield Handbook, Part 2.pdf[BNP Paribas] Understanding Credit Derivatives Vol. 1 - Market Overview.pdf[BNP Paribas] Understanding Credit Derivatives Vol. 2 - CDS Basics.pdf[BNP Paribas] Understanding Credit Derivatives Vol. 4 - CDS Pricing.pdf[BNP Paribas] Understanding Credit Derivatives Vol. 5 - First-to-Default Baskets.pdf[BNP Paribas] US Index Option Strategies.pdf[BNP Paribas] Volatility Investing Handbook.pdf[BNP Paribas] What Future for Dividends in Europe.pdf[Bond Exchange of South Africa] Bond Pricing Formula - Specifications.pdf[Bond Market Association] An Analysis and Description of Pricing and Information Sources in the Securitized and Structured Finance Markets.pdf[Booz Allen Hamilton] The M&A Collar Handbook - How to Manage Equity Risk.pdf[Borak] FFT Based Option Pricing.pdf[Borovkova] Analysis and Modelling of Electricity Futures Prices.pdf[Bowling Green State University, Bae] Managing Global Financial Risk Using Currency Futures and Currency Options.pdf[CARR Futures, Burghardt] The Convexity Bias in Eurodollar Futures.pdf[Carr Futures, Burghardt] The Convexity Bias in Eurodollar Futures.pdf.bc![Carr Futures, Panos] Trading the Unemployment Report.pdf[CBOT] CBOT Electricity Futures and Options Reference and Applications Guide.pdf[CBOT] CBOT Soybean Crush Reference Guide.pdf[Center for Futures Education] The Fundamentals and Techniques of Trading Commodity Spreads.pdf[CFA Institute] Global Investment Performance Standards (GIPS) - Corrections.pdf[CFA Institute] Global Investment Performance Standards (GIPS).pdf[Chris] Market Risk for Volatility and Variance Swaps.pdf[Citibank] A General Review of CDO Valuation Methods.pdf[Citibank] Convertible Bonds - A Guide.pdf[Citibank] Correlation Trading Strategies.pdf[Citibank] CPDOs - The New Best Seller.pdf[Citibank] General Review of CDO Valuation Methods.pdf[Citibank] Guide to Mortgage-Back Securities.pdf[Citibank] Index-Linked Investment Products.pdf[Citibank] Interest Rates Workbook.pdf[Citibank] Introducing the Experimental Prepayment Model.pdf[Citibank] Latin America Training and Development Center - Asset Backed Finance.pdf[Citibank] Latin America Training and Development Center - Basic Corporate Finance.pdf[Citibank] Latin America Training and Development Center - Basic Treasury.pdf[Citibank] Latin America Training and Development Center - Basics of Trade Services and Trade Finance.pdf[Citibank] Latin America Training and Development Center - Debt Financing.pdf[Citibank] Latin America Training and Development Center - Equity Financing.pdf[Citibank] Latin America Training and Development Center - Financial Statement Analysis.pdf[Citibank] Latin America Training and Development Center - Futures.pdf[Citibank] Latin America Training and Development Center - Interest Rates.pdf[Citibank] Latin America Training and Development Center - Introduction to Risk Management.pdf[Citibank] Mortgage Basics Overview.ppt[Citibank] Total Rate of Return Indexes - April 2005 Performance.pdf[Citibank] Using Asset Swap Spreads to Identify Goverment Bond Relative-Value.pdf[Citibank] Valuing Fixed-Rate IO Mortgages.pdf[City Credit Capital, Patten] An Introduction to Contracts for Difference.pdf[CK Locke and Partners] CFD Trading Manual.pdf[CME] Interest Rate Products - Advanced Topics.pdf[Columbia University, Derman] Trading Volatility as an Asset Class.pdf[Columbia University, Zhao] Bayesian Adaptive Portfolio Optimization.pdf[Commodities Now, Sikorski] EU Emissions Trading - What Does It Mean for an Electricity Generator.pdf[Computing, Spath] Exponential Spline Interpolation.pdf[Convertible Bonds, Berger] Valuing Options on Dividend-Paying Stocks.pdf[Copenhagen Business School, Nielsen] Dividends in the Theory of Derivative Securities Pricing.pdf[Cotton] Stochastic Volatility Corrections for Interest Rate Derivatives.pdf[Courant Institute, Carr] Trading Autocorrelation.pdf[Courant Institute, Friz] Valuation of Volatility Derivatives as an Inverse Problem.pdf[Creative Computing, Stineman] A Consistently Well-Behaved Method of Interpolation.pdf[Credit Suisse] CFBS's Starter Kit for Non-Agency Residential Mortgage-Backed Securities.pdf[Credit Suisse] Credit Portfolio Modeling Handbook.pdf[Credit Suisse] Credit Suisse’s Guide to Global Fixed Income Indices.pdf[Credit Suisse] Fixed-Rate Alt-A MBS - Commonly Asked Questions Answered.pdf[Credit Suisse] Institutional Considerations - The next move on the MBS 'chessboard'.pdf[Credit Suisse] Institutional Considerations in the MBS Markets.pdf[Credit Suisse] Option Market Feedback - What can the option markets tell investors and modelers.pdf[CSMA] CMBS Total Rate of Return Swaps.pdf[DerivativeFitch] Considerations for Rating Commodities-Linked Credit Obligations.pdf[DerivativeFitch] First Generation CPDO - Case Study on Performance and Ratings.pdf[Derivatives Consulting Group] Introduction to Equity Derivatives.pdf[Derivatives Strategy, Leib] The Art of Option Writing - August 2000.pdf[Derivatives Week] Variance Swap Volatility and Option Strategies.pdf[Deutsche Bank] Asset Valuation & Allocation Models.pdf[Deutsche Bank] Credit Derivatives - Issues & Trends.pdf[Deutsche Bank] Credit Derivatives and Structured Credit.pdf[Deutsche Bank] Depositary Receipts Handbook.pdf[Deutsche Bank] FAS 133 Amendments.pdf[Deutsche Bank] High-Yield Credit Derivatives.pdf[Deutsche Bank] Modeling Variance Swap Curves - Theory and Application.pdf[Deutsche Bank] Pricing Exotic FX & Equity Derivatives.pdf[Deutsche Bank] Quantitative Credit Strategy - Aug, 25 2006.pdf[Deutsche Bank] The Arbitrage CDO Market.pdf[Deutsche Borse Group] Guide to the Volatility Indices of Deutsche Borse.pdf[Diko] Risk Premia in Electricity Forward Prices.pdf[Dresdner Kleinwort Wasserstein] Structured Products Vicious Circle - How Structured Products Exaggerate Long-Dated Implied Volume Moves.pdf[Dresdner Kleinwort, Bossu] A New Approach for Modelling and Pricing Correlation Swaps.pdf[Dresdner Kleinwort, Bossu] Equity Correlation Swaps - A New Approach for Modelling & Pricing.pdf[Dresdner Kleinwort, Bossu] Introduction to Volatility Trading and Variance Swaps.pdf[Dresdner Kleinwort, Clark] Numerical Methods for Stochastic Volatility - Fourier Methods, PDEs and Monte Carlo.pdf[Dresdner Kleinwort] A New Approach For Modeling and Pricing Correlation Swaps.pdf[Dubai International Financial Centre] A Guide to Islamic Finance In or From the DIFC.pdf[Duff & Phelps Credit Rating Co] DCR Rates Asian Diversified Funding Bond CBO.pdf[Duff & Phelps Credit Rating Co] DCR Rates First-Ever Weather-Linked Notes.pdf[Duff & Phelps Credit Rating Co] DCR's Criteria for Rating Cash Flow CDOs.pdf[Econometrica, Cox] A Theory of the Term Structure of Interest Rates.pdf[Econometrica, Heath] Bond Pricing and the Term Structure of Interest Rates - A New Methodology for Contingent Claims Valuation.pdf[Econometrica, Phillips] Optimal Inference in Cointegrated Systems.pdf[Economic Modeling, Johansen] Modelling of Cointegration in the Vector Autoregressive Model.pdf[EDHEC Risk and Asset Management Research Centre] The Amaranth Collapse - What Happened and What Have We Learned Thus Far.pdf[Egar Technology, Ioffe] Variance Swap Pricing.pdf[Egar Technology] How to Extend Modern Portfolio Theory to Make Money from Trading Equity Options.pdf[Egar Technology] Weather Derivatives.pdf[Erasmus University, Hallerback] An Improved Estimator for Black-Scholes-Merton Implied Volatility.pdf[Eurex] Interest Rate Derivatives - Fixed Income Trading Strategies.pdf[Eurex] Volatility and its Measurements - The Design of a Volatility Index and the Execution of its Historical Time Series at the Deutsche Borse AG.pdf[European Central Bank] The Euro Bond Market Study - December 2004.pdf[European Securitisation Forum] European Securitisation - A Resource Guide.pdf[FEA] Power Price Simulation using Hybrid Models.pdf[FEA] Valuing Generation Assets and Tolling Agreements using the Power Sector Model.pdf[Federal Reserve Bank of Alanta, Fernández-Villaverde] A, B, C’s (and D’s) for Understanding VARs.pdf[Federal Reserve Bank of Chicago] Structured Notes.pdf[Federal Reserve Bank of Clevland, Haubrich] Swaps and the Swaps Yield Curve.pdf[Federal Reserve Bank of New York, Fernald] The Pricing and Hedging of Index Amortizing Rate Swaps.pdf[Federal Reserve Bank of New York, Fleming] Repurchase Agreements with Negative Interest Rates.pdf[Federal Reserve Bank of New York, Kambhu] Trading Risk and Volatility in Interest Rate Swap Spreads.pdf[Federal Reserve Bank of San Fransico, Poole] Using T-Bill Futures to Gauge Interest-Rate Expectations.pdf[Federal Reserve Board, Gurkaynak] The US Treasury Yield Curve - 1961 to the Present.pdf[Finance and Stochastics, Fusai] An Exact Analytical Soltion for Discrete Barrier Options.pdf[FitchRatings] Asset-Backed Commercial Paper Explained.pdf[FitchRatings] Credit Policy - 2006 European SF Outlook Chart.pdf[FitchRatings] Hybrid Securities - An Emperical View.pdf[FitchRatings] Rating Securitizations Above the Sovereign Ceiling.pdf[FitchRatings] Structured Finance in Latin America’s Domestic Markets.pdf[FitchRatings] Synthetic Overview for CMBS Investors.pdf[FitchRatings] UK Non-Conforming RMBS - Catching a Cold.pdf[FOW, Smith] Adding a Floor to Equity Cliquets.pdf[Frankfurt MathFinance Institute, Kuhn] Israeli Options as Composite Exotic Options.pdf[Futures Magazine, Gould] Comparing Price, Volume & Open Interest.pdf[Ganatra] Implementation of Variance Swaps in Dispersion Trading Strategies.pdf[Glass] Fourier Transform Techniques in Stochastic Volatility BGM.pdf[Glenwood Capital Investments] Variance Swaps and Non-Constant Vega.pdf[Global Derivatives 2005, Dupire] Exploring Volatility Derivatives - New Advances in Modelling.pdf[Goldman Sachs, Black] Fixed Income Research - Global Asset Allocation with Equities, Bonds, and Currencies.pdf[Goldman Sachs] A Mortgage Product Primer.pdf[Goldman Sachs] Alt-A Market - An Introduction.pdf[Goldman Sachs] Dividends and Dividend Swaps.pdf[Goldman Sachs] Fixed Income Research - The Investment Implications of an Inverted Yield Curve.pdf[Goldman Sachs] Hedge Funds - Have You Missed the Boat.pdf[Goldman Sachs] How to Value and Hedge Options on Foreign Indexes.pdf[Goldman Sachs] Introduction to Mortgage-Backed Securities and Other Securitized Assets.pdf[Goldman Sachs] Speculators, Index Investors, and Commodity Prices.pdf[Goldman Sachs] Understanding US Economic Statistics.pdf[Goldman Sachs] Valuing Convertible Bonds as Derivatives.pdf[Goteborg University, Kjaer] On the Pricing of Cliquet Options with Global Floor and Cap.pdf[Hagan] Credit Derivatives.pdf[Harvard Business School, Donahue] Note On Commodity Futures.pdf[Harvard Business School] Note on Commodity Futures.pdf[Henrard] Bonds Futures and Their Options - More than the Cheapest-to-Deliver; Quality Option and Marginning.pdf[HSBC] European Meltdown - Europe Fiddles as Rome Burns.pdf[Humboldt–University, Molgedey] Extracting Factors for Interest Rate Scenarios.pdf[HVB Group] Credit Derivatives Accounting.pdf[HVB Group] Trading the DAX in CDS Format and Playing Equity versus Debt.pdf[IBM Research Report, Glasserman] Importance Sampling in the Heath-Jarrow-Morton Framework.pdf[IEEE Transactions on Power Systems, Denton] Managing Market Risk in Energy.pdf[IMF Staff Papers, Sarno] Purchasing Power Parity and the Real Exchange Rate.pdf[Imperial College, Albanese] Pricing Equity Default Swaps.pdf[Investopedia] Advanced Bond Concepts.pdf[ISDA, Altman] Analyzing and Explaining Default Recovery Rates.pdf[ISDA] 2002 ISDA Equity Derivatives Definitions.pdf[ISDA] 2003 ISDA Credit Derivative Definitions.pdf[ISDA] EMU and Market Conventions - Recent Developments.pdf[Islamic Development Bank] Understanding Islamic Finance - A Study of the Securities Market in an Islamic Framework.pdf[Islamic Research and Training Institute, Mannan] Understanding Islamic Finance - A Study of the Securities Market in an Islamic Framework.pdf[ISMA Centre, Alexander] Principal Component Analysis of Volatility Smiles and Skews.pdf[ITO33, Henrotte] Variance Swaps.pdf[Jackel] Stochastic Volatility Models - Past, Present and Future.pdf[Journal of Applied Corporate Finance, Arzac] Percs, Decs, and Other Mandatory Convertibles.pdf[Journal of Applied Corporate Finance, Black] How to Use the Holes in Black-Scholes.pdf[Journal of Applied Mathematics and Decision Sciences, Francesco] Analysis of an Uncertain Volatility Model.pdf[Journal of Banking Finance, Corrado] A note on a simple, accurate formula to compute implied standard deviations.pdf[Journal of Computational Finance, Sepp] Pricing Options on Realized Variance in Heston Model with Jumps in Returns and Volatility.pdf[Journal of Derivatives, Broadie] Pricing and Hedging Volatility Derivatives.pdf[Journal of Derivatives, Hull] The Valuation of Credit Default Swap Options.pdf[Journal of Derivatives, Hull] Valuation of a CDO and an nth to Default CDS without Monte Carlo Simulation.pdf[Journal of Derivatives, Kjaer] Fast Pricing of Cliquet Options with Global Floor.pdf[Journal of Derivatives, Milevsky] A Closed-Form Approximation for Valuing Basket Options.pdf[Journal of Discrete Algorithms, Gerbessiotis] An Architecture Independent Study of Parallel Segment Trees.pdf[Journal of Econometrics, Phillips] Understanding Spurious Regression in Econometrics.pdf[Journal of Econometrics, Phillips] Understanding Spurious Regressions in Econometics.pdf[Journal of Economic Development, Islam] The Purchasing Power Parity Relationship - Causality and Cointegration Tests Using Korea-US Exchange Rate and Prices.pdf[Journal of Finance, Barone-Adesi] Efficient Analytic Approximation of American Option Values.pdf[Journal of Finance, Black] Interest Rates as Options.pdf[Journal of Financial Economics, Geske] The Valuation of Compound Options.pdf[Journal of Financial Economics, Lettau] Expected Returns and Expected Dividend Growth.pdf[Journal of Financial Economics, Vasicek] An Equilibrium Characterization of the Term Structure.pdf[Journal of Fixed Income, Bieri] Riding the Yield Curve - A Variety of Strategies.pdf[Journal of Hydrologic Engineering, Genest] Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask.pdf[Journal of International Money and Finance, Levy] Pricing European Average Rate Currency Options.pdf[Journal of International Money and Finance, Zivot] Cointegration and forward and spot exchange rate regressions.pdf[Journal of Portfolio Management, Neuberger] The Log Contract - A New Instrument to Hedge Volatility.pdf[Journal of Portfolio Management, Neuberger] The Log Contract.pdf[Journal of Risk, Rebonato] Evolving Yield Curves in the Real-World Measures - A Semi-Parametric Approach.pdf[JP Morgan, Bossu] Arbitrage Pricing of Equity Correlation Swaps.pdf[JP Morgan, Bossu] Fundamental Relationship Between an Index's Volatility and the Correlation and Average Volatility of Its Components.pdf[JP Morgan, Matytsin] Modelling Volatility and Volatility Derivatives.pdf[JP Morgan, Sim] Agency Hybrid ARM Prepayment Model.pdf[JP Morgan] A Framework for Valuing Financial Hybrids.pdf[JP Morgan] Abritrage Pricing of Equity Correlation Swaps.pdf[JP Morgan] Agency Hybrid ARM Prepayment Model.pdf[JP Morgan] All You Ever Wanted to Know About Corporate Hybrids But Were Afraid to Ask.pdf[JP Morgan] An Introduction to CFXOs (Foreign Exchange L inked Credit Obligations).pdf[JP Morgan] CDO Handbook.pdf[JP Morgan] Corporate Quantitative Weekly.pdf[JP Morgan] Correlation Vechicles - Techniques for Trading Equity Correlation.pdf[JP Morgan] Credit Correlation - A Guide.pdf[JP Morgan] Depositary Receipts Reference Guide.pdf[JP Morgan] Exploring the TUI Hybrid.pdf[JP Morgan] Fixed Income Correlation Trading using Swaptions.pdf[JP Morgan] Fundamental Relationship Between an Index's Volatility and the Correlation and Average Volaility of its Components.pdf[JP Morgan] Global Data Watch - August 2006.pdf[JP Morgan] Hybrid Capital - Moody's Proposes a New Methodology for Hybrids - A non-event for most hybrids and $ Tier I.pdf[JP Morgan] Hybrid Primer.pdf[JP Morgan] Institutional Hedging Activity.pdf[JP Morgan] Introducing the JPMorgan Cross Sectional Volatility Model & Report.pdf[JP Morgan] Just What You Need to Know About Variance Swaps.pdf[JP Morgan] MBS Primer.pdf[JP Morgan] Now You See It, Now You Don't - What Happened to US Heating Oil Stocks and Why It Doesn't Matter.pdf[JP Morgan] Oil & Gas Basics.pdf[JP Morgan] Option Trading and Variance Swaps.pdf[JP Morgan] Par Credit Default Swap Spread Approximation from Default Probabilities.pdf[JP Morgan] Profiting from Market Signals.pdf[JP Morgan] Relative Value Single Stock Volatility.pdf[JP Morgan] RiskMetrics - Technical Document.pdf[JP Morgan] The JP Morgan Guide to Credit Derivatives.pdf[JP Morgan] The JP Morgan Prepayment Model - It's All About Economics.pdf[JP Morgan] The Price of Credit.pdf[JP Morgan] Variance Swaps.pdf[JP Morgan] VDAX-NEW, VSTOXX and VSMI Futures.pdf[JP Morgan] Volatility, Leverage, and Returns.pdf[JP Morgan] Which Trade - Choosing Tactical Positions Across Asset Classes.pdf[JPMorgan] Credit Derivatives - A Primer (1998 Edition).pdf[JPMorgan] Credit Derivatives - A Primer (2005 Edition).pdf[JPMorgan] Credit Derivatives 2003 - Advanced Credit Derivatives Valuation - Bridging Credit Default Swaps and Corporate Bonds.pdf[JPMorgan] Introducing Base Correlations.pdf[JPMorgan] Introducing Standard First to Default Baskets.pdf[Kellogg Graduate School of Management, Andersen] (Understanding, Optimizing, Using and Forecasting) Relalized Volatility and Correlation.pdf[King's College, Shaw] Differential Equations for Monte Carlo Recycling and a GPU-Optimized Normal Quantile.pdf[King's College, Shaw] Eco-mputational Finance - Differential Equations for Monte Carlo Recycling.pdf[Klassen] Pricing Variance Swaps with Cash Dividends.pdf[Leger] Monte Carlo for the Newbies.pdf[Lehman Brothers, Harmstone] Investing in Implied Volatility.pdf[Lehman Brothers, Johnston] Callable Securities - An Introduction.pdf[Lehman Brothers, Modukuri] Mortgage Convexity Risk.pdf[Lehman Brothers, O'Kane] Credit Spreads Explained.pdf[Lehman Brothers, O'Kane] Introduction to Default Swaps.pdf[Lehman Brothers, Pedersen] Explaining the Lehman Brothers Option Adjusted Spread of a Corporate Bond.pdf[Lehman Brothers, Reddy] An Introduction to Floating Rate CMOs.pdf[Lehman Brothers, Tuckman] Interest Rate Parity, Money Market Baisis Swaps, and Cross-Currency Basis Swaps.pdf[Lehman Brothers, Vankudre] Treasury Inflation-Protection Securities - Opportunities and Risks.pdf[Lehman Brothers, Zhou] The Swap Curve.pdf[Lehman Brothers] A Guide to the Lehman Global Family of Fixed Income Indices.pdf[Lehman Brothers] ABS Outlook 2007 - The Path of Divergence.pdf[Lehman Brothers] An Introduction to the Non-Agency CMO market.pdf[Lehman Brothers] Base Correlation Explained.pdf[Lehman Brothers] Changes to TBA Deliverable.pdf[Lehman Brothers] CMBS Outlook 2007 - At Both Ends of the Risk-Reward Spectrum.pdf[Lehman Brothers] Credit Derivatives Explained - Market, Products, and Regulations.pdf[Lehman Brothers] Credit Derivatives Primer.pdf[Lehman Brothers] Currency Hedging in Fixed Income Portfolios.pdf[Lehman Brothers] Defining the TBA Deliverable.pdf[Lehman Brothers] Equity-Linked Notes - An Introduction.pdf[Lehman Brothers] Estimating Implied Default Probabilities from Credit Bond Prices.pdf[Lehman Brothers] Focus - Israel Back to Basics.pdf[Lehman Brothers] Guide to Agency and Government-Related Securities.pdf[Lehman Brothers] Guide to Exotic Credit Derivatives.pdf[Lehman Brothers] Hybrid ARM Handbook.pdf[Lehman Brothers] Hybrid ARMS - Unlocking Value in the New Index.pdf[Lehman Brothers] Interest Rate Futures.pdf[Lehman Brothers] Interest Rate Parity, Money Market Basis Swaps, and Cross-Currency Basis Swaps.pdf[Lehman Brothers] Introduction to Asset Swaps,pdf.pdf[Lehman Brothers] Introduction to Bond Math.pdf[Lehman Brothers] Introduction to Catastrophe-Linked Securities.pdf[Lehman Brothers] Introduction to Investment Banking.pdf[Lehman Brothers] Introduction to Variable Rate Financing.pdf[Lehman Brothers] Modelling Credit - Theory and Practice.pdf[Lehman Brothers] Mortgage Convexity Risk.pdf[Lehman Brothers] Mortgage Options - A Primer.pdf[Lehman Brothers] Mortgage Outlook for 2007 - Bracing for a Credit Downturn.pdf[Lehman Brothers] Non-Agency Hybrids - A Primer.pdf[Lehman Brothers] Optionalising Carry Trades.pdf[Lehman Brothers] Quantitative Credit Research Quarterly - Quarter 1 2007.pdf[Lehman Brothers] Quantitative Credit Research Quarterly - Quarter 3 2001.pdf[Lehman Brothers] Securitized Products Outlook 2007 - Bracing for a Credit Downturn.pdf[Lehman Brothers] Securitized Products Outlook for 2007 - Bracing for a Credit Downturn (Presentation).pdf[Lehman Brothers] Structured Credit Strategy - Annual 2004.pdf[Lehman Brothers] The Hybrid ARM Handbook.pdf[Lehman Brothers] The Restructuring Clause in Credit Default Swap Contracts.pdf[Lehman Brothers] The Shape of Implied Loss Distributions.pdf[Lehman Brothers] The Specified Pool Handbook.pdf[Lehman Brothers] Trading the Cash-CDS Basis in the Current Environment.pdf[Lehman Brothers] Treasury Inflation-Protection Securities - Opportunities and Risks.pdf[Lehman Brothers] Understanding Hedge Fund Performance.pdf[Lehman Brothers] Valuation of Credit Default Swaps.pdf[Leiden University, Pietersz] The LIBOR Market Model Master's Thesis.pdf[LIFFE] LIFFE Options - A Guide to Trading Strategies.pdf[London Business School, Bunn] Forecasting Electricity Prices.pdf[Longstaff] Electricity Forward Prices - A High Frequency Empirical Analysis.pdf[MacKenzie] Risk, Financial Crises, and Globalization - Long-Term Capital Management and the Sociology of Arbitrage.pdf[Marketing Science, Morton] Modelling Retail Customer Behavior at Merrill Lynch.pdf[Mathematical Finance, Gallucio] Theory and Calibration of Swap Market Models.pdf[MathFinance AG, Wystup] Foreign Exchange Symmetries.pdf[Merrill Lynch, Balland] Forward Smile.pdf[Merrill Lynch, Gatheral] Consistent Modeling of SPX and VIX Options.pdf[Merrill Lynch, Youssfi] Convexity Adjustment for Volatility Swaps.ppt[Merrill Lynch] CDO Rating Methodologies Review.pdf[Merrill Lynch] CDS Physical Settlement.pdf[Merrill Lynch] Concepts in Technical Analysis - A Handbook on the Basics.pdf[Merrill Lynch] Correlation Trading.pdf[Merrill Lynch] Credit Derivative Handbook 2003.pdf[Merrill Lynch] Credit Derivatives Handbook 2000.pdf[Merrill Lynch] Credit Derivatives Handbook 2006 - Volume 1.pdf[Merrill Lynch] Credit Derivatives Handbook 2006 - Volume 2.pdf[Merrill Lynch] Currency Forecasting - Theory & Practice.pdf[Merrill Lynch] Icelandic Banks - Not What You Are Thinking.pdf[Merrill Lynch] Industry Overview - A weaker Q2 for Rates Businesses.pdf[Merrill Lynch] Introduction to Securitisation.pdf[Merrill Lynch] Pricing Cancellable LCDS.pdf[Merrill Lynch] Size and Structure of the World Bond Market 2002.pdf[Merrill Lynch] The B2B Market Maker Book.pdf[Merrill Lynch] The Merrill Lynch Guide to Understanding Financial Reports.pdf[Merrill Lynch] The Mortgage Investor - Year Ahead 2007.pdf[Misiorek] Point and Interval Forecasting of Spot Electricity Prices - Linear vs. Non-Linear Time Series Models.pdf[Moody's, Park] The Impact of Subprime Residential Mortgage-Backed Securities on Moody's-Rated Structured Finance CDOs - A Preliminary Review.pdf[Moody's] Bank-Loan Loss Given Default.pdf[Moody's] Corporate Default and Recovery Rates, 1920-2007.pdf[Moody's] Modeling Default Risk.pdf[Moody's] Moody's Approach to Rating ith-to-Default Basket Credit-Linked Notes.pdf[Moody's] Piercing the Country Ceiling - An Update.pdf[Moody's] Rating Preferred Stock and Hybrid Securities.pdf[Moody's] The Binomial Expansion Method Applied to CBO-CLO Analysis.pdf[Moody's] The Relative Stability of Cash-Flow vs. Market-Value CDO Ratings.pdf[Moody's] Understanding the Risks in Credit Default Swaps.pdf[Morgan Stanley, Carr] Towards a Theory of Volatility Trading.pdf[Morgan Stanley] CDO Market Insights - Ratings Actions - Something Had to Give.pdf[Morgan Stanley] CDO Market Insights - Sub-Prime in Prime Time.pdf[Morgan Stanley] Credit Derivatives Insights - Single Name Instruments & Strategies, 3rd Ed.pdf[Morgan Stanley] Credit Derivatives Strategy - Successors and the Case of the Missing Deliverables.pdf[Morgan Stanley] Structured Credit Insights 2006.pdf[Morgan Stanley] Swaps.pdf[Morgan Stanley] The Layman's Guide to Implied Correlation.pdf[Morgan Stanley] Whay Hedge Funds Make Sense.pdf[Mount Lucas Management] The Mechanics of the Commodity Futures Markets - What They Are and How They Function.pdf[NASDAQ OMX] Corporate Actions Practice Guide.pdf[National Chiao Tung University, Dai] An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options.pdf[NERC] NERC Operating Manual - June 2004.pdf[New York University Credit Seminar, Levi] A Relationship Between Default Probability and Equity Volatility.pdf[New York University, Avellaneda] Pricing and Hedging Derivative Securities in Markets with Uncertain Volatilities.pdf[New York University, Avellaneda] Reconstructing Volatility - New Techniques for Understanding the Implied Volatility of Multi-asset Options.pdf[New York University, Avellaneda] Weighted Monte-Carlo Methods for Multi-asset Equity Derivatives - Theory and Practice.pdf[Nielsen] Pricing Asian Options.pdf[NIKHEF Theory Group, Weinzierl] Introduction to Monte Carlo Methods.pdf[Nomura] A Journey to the Alt-A Zone - A Brief Primer on Alt-A Mortgage